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Calculating position size

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Hello

Im using this code snippet to calculate position size

Can anyone spot anything wrong with this code, either logically or programmatically?

Thanks!

/* ==========================================================================
|
|   Function :      calcVolume
|
========================================================================== */
double calcVolume(double acctBal, double risk, string sym, int stopLoss)
{
    double amtToRisk = acctBal * (risk * 0.01);
    
    double lAmt = 0.0;
    string baseCur = StringSubstr(sym, 0, 3); //Base Currency
    string ccyCur = StringSubstr(sym, 3, 3);  //Counter Currency
        
    if (AccountCurrency()==ccyCur) {
        lAmt = amtToRisk;
        Print("HG-lib2:1. Rate "+sym,": ",MarketInfo(sym, MODE_BID));
    } else if (AccountCurrency()==baseCur) {
        lAmt = amtToRisk * MarketInfo(sym, MODE_BID);
        Print("HG-lib2:2. Rate "+sym,": ",MarketInfo(sym, MODE_BID));
    } else {
        if (MarketInfo(ccyCur+AccountCurrency(), MODE_BID) != 0.0) {
            lAmt = amtToRisk / MarketInfo(ccyCur+AccountCurrency(), MODE_BID);
            Print("HG-lib2:3. Rate "+ccyCur+AccountCurrency(),": ",MarketInfo(ccyCur+AccountCurrency(), MODE_BID));
        } else if (MarketInfo(AccountCurrency()+ccyCur, MODE_BID) != 0.0) {
            lAmt = amtToRisk * MarketInfo(AccountCurrency()+ccyCur, MODE_BID);
            Print("HG-lib2:4. Rate "+AccountCurrency()+ccyCur,": ",MarketInfo(AccountCurrency()+ccyCur, MODE_BID));
        }
    }
    double pos1 = (lAmt / stopLoss) ;
    double posSize;
    posSize = (ccyCur=="JPY") ? NormalizeDouble(MathRound(pos1/10)/100,4) : NormalizeDouble(MathRound(pos1*10)/100,4);
    
    return MathMin(MarketInfo(sym, MODE_MAXLOT)-MarketInfo(sym, MODE_MINLOT), posSize);
}
HarriMQL5: Can anyone spot anything wrong with this code, either logically
  1.    lAmt = amtToRisk / MarketInfo(ccyCur+AccountCurrency(), MODE_BID);
:
double pos1 = (lAmt / stopLoss) ;
    What do you think currency/bid/pips means? Nothing! Babel!
  2. In code
    • You place the stop where it needs to be - where the reason for the trade is no longer valid. E.g. trading a support bounce the stop goes below the support.
    • Account Balance * percent/100 = RISK = OrderLots * (|OrderOpenPrice - OrderStopLoss| * DeltaPerLot + CommissionPerLot) (Note OOP-OSL includes the SPREAD, and DeltaPerLot is usually around $10/pip)
    • Do NOT use TickValue by itself - DeltaPerLot
    • You must normalize lots properly and check against min and max.
    • You must also check FreeMargin to avoid stop out
  3. Use a GUI: Indicators: 'Money Manager Graphic Tool' indicator by 'takycard' Forum - Page 5
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